see below

\textbf{Victor Fedyashov} \newline

\textbf{Title:} Ergodic BSDEs with jumps \newline

\textbf{Abstract:} We study ergodic backward stochastic differential equations (EBSDEs) with jumps, where the forward dynamics are given by a non-autonomous (time-periodic coefficients) Ornstein-Uhlenbeck process with Lévy noise on a separable Hilbert space. We use coupling arguments to establish existence of a solution. We also prove uniqueness of the Markovian solution under certain growth conditions using recurrence of the above mentioned forward SDE. We then give applications of this theory to problems of risk-averse ergodic optimal control.

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\textbf{Ruolong Chen} \newline

\textbf{Title:} tba \newline

\textbf{Abstract:}